(CNN) -- Saudi security forces killed two militants and wounded two others Tuesday as they pursued three terrorists who killed 22 people in an attack on an oil workers' compound in Khobar over the weekend, Saudi sources said.

A senior Saudi interior ministry official said authorities were "getting closer" to arresting the Khobar three, who were allowed to escape after they threatened to kill some of the 242 hostages they were holding as human shields.

Saudi security sources said two other militants, who they described as wanted but lesser figures, were killed and two others wounded when security forces spotted their car on the mountainous Al Hada road, which connects the city of Ta'aif with Mecca.

One of the militants blew himself up with an explosive belt he was wearing as he walked toward the security forces screaming, the security sources said. Another militant was killed inside the car.

One member of the Saudi forces was slightly injured and a number of other militants escaped.

Security sources said the militants were planning an attack in Riyadh using a car full of explosives they had been hiding in Dammam, northeast of Riyadh.

Security sources said they had also surrounded an area in al Qusseim where authorities believe Bandar Dakhil, said to be 18th on the Saudi list of most-wanted terrorists, is holed up.

The senior Saudi official who spoke to CNN said oil facilities such as refineries continued to be under tight security.

He said terrorists have not targeted oil facilities but residential areas where oil workers are housed, and extra measures were being taken to protect those compounds.

One of the gunmen was injured and captured Sunday, but the remaining three were allowed to escape after they claimed they would set off suicide belts and kill the human shields they were holding.

While no oil production was interrupted, the attack sent shock waves through oil markets when they resumed trading Tuesday, sending the price of oil shooting up on fears the Saudis will not be able to fulfill their pledge to increase production and bring down oil prices. (Oil prices rise)